Ruixun Zhang (Peking University)”A Quantitative Approach to Optimal Impact Portfolios”
Quantitative Sustainable Economics and Finance Time: 11.00 am Date: 18th of January 2023 Room 2036 Ruixun Zhang (Peking University)"A Quantitative Approach to Optimal Impact Portfolios" Abstract : We develop a mathematical framework for constructing optimal impact portfolios and quantifying their financial performance by characterizing the returns of impact-ranked assets using induced order statistics and copulas. […]